python读取sas数据集_Python量化-使用wind接口获取数据

获取全部a股代码

#导入库

import pandasas pd

import numpyas np

import datetime

from WindPyimport *

#获取当天时间

date = datetime.today()

#1.获取全部a股数据

all_a = w.wset("SectorConstituent",date = date ,sector=u"全部A股")

#获取所有a股代码

all_Code = list(pd.Series(all_a.Data[1]))#获取的是列表数据

#2.获取当天所有停牌股票信息

all_tp = w.wset("TradeSuspend",startdate = date,enddate = date,field = "wind_code,sec_name,suspend_type,suspend_reason")

all_tp_code = list(pd.Series(all_tp.Data[0]))

#3.剔除ST

all_st = w.wset("SectorConstituent",date=date,sector=u"风险警示股票",field="wind_code,sec_name")

all_st_code = list(pd.Series(all_st.Data[0]))

#4.获取当天剔除ST和停牌的全部A股代码

all_Code = set(all_Code)

all_st_code =  set(all_st_code)

all_tp_code = set(all_tp_code)

code = all_Code - all_tp_code - all_st_code

#再将code转换为列表形式

code = list(code)

print(code)

#此时获得的code即为我们需要的a股代码。